Title | Malliavin calculus [electronic resource] : with applications to stochastic partial differential equations |
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Author | Marta Sanz-Solใae |

Imprint | Lausanne, Switzerland : EPFL Press, 2005 |

Connect to | http://marc.crcnetbase.com/isbn/9781439818947 |

Descript | viii, 162 p |

CONTENT

ch. 1. Integration by parts and absolute continuity of probability laws -- ch. 2. Finite dimensional Malliavin calculus -- ch. 3. The basic operators of Malliavin calculus -- ch. 4. Representation of Wiener functionals -- ch. 5. Criteria for absolute continuity and smoothness of probability laws -- ch. 6. Stochastic partial differential equations driven by spatially homogeneous gaussian noise -- ch. 7. Malliavin regularity of solutions of SPDE's -- ch. 8. Analysis of the Malliavin matrix of solutions of SPDE's

Malliavin calculus
Stochastic partial differential equations
Electronic books.